Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Confirming whether a variable is binary or continuous |

Date |
Mon, 19 Mar 2012 19:34:17 +0000 |

I flagged the importance of remembering missings earlier today. In the same spirit -findname- (SJ, SSC) findname , type(numeric) all(@ == int(@)) finds all integer-valued variables. Nick On Mon, Mar 19, 2012 at 7:24 PM, Seed, Paul <paul.seed@kcl.ac.uk> wrote: > It may be that a binary variable contains missing values. > For system missing, with 3 possible values [0, 1, .] one can use > assert var^2 == var > But this still leaves the possibility of no ones or zeros, > and does not handle other non-missing values. > > A more general solution for any 2 non-missing values is > > su var, mean > assert (var == r(min) | var == r(max) | var >= . ) & r(min) != r(max) > > The question asked about binary or continuous; but > the possibility of categorical must also be considered. > For this there is a simple test; provided your continuous variable > is not rounded to the nearest integer & your categorical variables > do not include fractions. > assert var == int(var) > > > Paul T Seed, Senior Lecturer in Medical Statistics, > Division of Women’s Health, King’s College London > Women’s Health Academic Centre, KHP > (+44) (0) 20 7188 3642. > > > > > >> Date: Sat, 17 Mar 2012 07:05:00 +0000 >> From: Nick Cox <njcoxstata@gmail.com> >> Subject: Re: st: Confirming whether a variable is binary or continuous >> >> Variations on this are often used inside Stata commands >> >> sort var >> assert var == var[1] | var == var[_N] >> >> Here -var- must be one of two distinct values, but nothing specifies >> what they are precisely. >> >> Nick >> >> On Fri, Mar 16, 2012 at 11:39 PM, daniel klein >> <klein.daniel.81@googlemail.com> wrote: >> > Nick, >> > >> > very smart solution, thanks. Seems it is often the simple solutions >> > that are so hard to find. >> > >> > The difference to the "-tabulate- solution" is that <var> is allowed >> > to be a constant here, which is perfectly alright for a binary >> > variable. It is for Bert to decide whether the indicators are allowed >> > to be constant or have to vary. >> > >> > Daniel >> > >> > -- >> > You can also do this by e.g. >> > >> > assert inlist(var, 0. 1) >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 07:46:20 +0000 >> From: Nick Cox <njcoxstata@gmail.com> >> Subject: Re: st: Confirming whether a variable is binary or continuous >> >> My wording was sloppy. That test is satisfied also by one distinct >> value. For there to be precisely two distinct values, it is also >> necessary for -var[1]- to differ from -var[_N]-. >> >> Similarly the test -inlist(var, 0, 1)- is satisfied if -var- is always >> 0 or if -var- is always 1. >> >> Nick >> >> On Sat, Mar 17, 2012 at 7:05 AM, Nick Cox <njcoxstata@gmail.com> wrote: >> > Variations on this are often used inside Stata commands >> > >> > sort var >> > assert var == var[1] | var == var[_N] >> > >> > Here -var- must be one of two distinct values, but nothing specifies >> > what they are precisely. >> > >> > Nick >> > >> > On Fri, Mar 16, 2012 at 11:39 PM, daniel klein >> > <klein.daniel.81@googlemail.com> wrote: >> >> Nick, >> >> >> >> very smart solution, thanks. Seems it is often the simple solutions >> >> that are so hard to find. >> >> >> >> The difference to the "-tabulate- solution" is that <var> is allowed >> >> to be a constant here, which is perfectly alright for a binary >> >> variable. It is for Bert to decide whether the indicators are >> allowed >> >> to be constant or have to vary. >> >> >> >> Daniel >> >> >> >> -- >> >> You can also do this by e.g. >> >> >> >> assert inlist(var, 0. 1) >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 09:03:04 +0000 (GMT) >> From: olorunfemi sola <solafem7@yahoo.co.uk> >> Subject: st: working with panel data in Stata >> >> Dear All, >> >> Am working with panel data. The data are as follows: >> id time ep dep lr >> lagos 2000 10 11 12 >> lagos 2001 8 12 13 >> lagos 2002 9 9 9 >> lagos 2003 7 10 12 >> ondo 2000 10 8 10 >> ondo 2001 8 12 13 >> ondo 2002 10 11 14 >> ondo 2003 7 10 11 >> ife 2000 9 11 12 >> ife 2001 8 8 11 >> ife 2002 9 10 12 >> ife 2003 10 9 12 >> But when i give this command --------" tsset id time " it gave the >> following error: >> tsset id time >> varlist: id: string variable not allowed >> r(109) >> Expecting your assistance. >> >> >> *********************************************************************** >> SOLA OLORUNFEMI Ph.D >> SENIOR LECTURER >> DEAPARTMENT OF ECONOMICS >> ADEKUNLE AJASIN UNIVERSITY >> AKUNGBA AKOKO >> ONDO STATE NIGERIA >> official e-mail: olorunfemi@adekunleajasinuniversity.edu.ng >> TEL NO +234 803 581 0893 >> >> ********************************************************************** >> >> >> ________________________________ >> From: Nick Cox <njcoxstata@gmail.com> >> To: statalist@hsphsun2.harvard.edu >> Sent: Friday, 16 March 2012, 23:46 >> Subject: Re: st: Confirming whether a variable is binary or continuous >> >> My wording was sloppy. That test is satisfied also by one distinct >> value. For there to be precisely two distinct values, it is also >> necessary for -var[1]- to differ from -var[_N]-. >> >> Similarly the test -inlist(var, 0, 1)- is satisfied if -var- is always >> 0 or if -var- is always 1. >> >> Nick >> >> On Sat, Mar 17, 2012 at 7:05 AM, Nick Cox <njcoxstata@gmail.com> wrote: >> > Variations on this are often used inside Stata commands >> > >> > sort var >> > assert var == var[1] | var == var[_N] >> > >> > Here -var- must be one of two distinct values, but nothing specifies >> > what they are precisely. >> > >> > Nick >> > >> > On Fri, Mar 16, 2012 at 11:39 PM, daniel klein >> > <klein.daniel.81@googlemail.com> wrote: >> >> Nick, >> >> >> >> very smart solution, thanks. Seems it is often the simple solutions >> >> that are so hard to find. >> >> >> >> The difference to the "-tabulate- solution" is that <var> is allowed >> >> to be a constant here, which is perfectly alright for a binary >> >> variable. It is for Bert to decide whether the indicators are >> allowed >> >> to be constant or have to vary. >> >> >> >> Daniel >> >> >> >> -- >> >> You can also do this by e.g. >> >> >> >> assert inlist(var, 0. 1) >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 18:26:17 +0900 >> From: "Joseph Coveney" <jcoveney@bigplanet.com> >> Subject: st: Re: working with panel data in Stata >> >> Try: >> >> encode id, generate(ID) label(IDs) >> tsset ID time, yearly >> >> Joseph Coveney >> >> P.S. You might want to re-read Section 2.3 ("How do I send questions >> to >> Statalist?") of the list's FAQ (URL below). >> >> - -----Original Message----- >> >> Am working with panel data. The data are as follows: >> id time ep dep lr >> lagos 2000 10 11 12 >> lagos 2001 8 12 13 >> lagos 2002 9 9 9 >> lagos 2003 7 10 12 >> ondo 2000 10 8 10 >> ondo 2001 8 12 13 >> ondo 2002 10 11 14 >> ondo 2003 7 10 11 >> ife 2000 9 11 12 >> ife 2001 8 8 11 >> ife 2002 9 10 12 >> ife 2003 10 9 12 >> But when i give this command --------" tsset id time " it gave the >> following >> error: >> tsset id time >> varlist: id: string variable not allowed >> r(109) >> Expecting your assistance. >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 18:32:24 +0900 >> From: "Joseph Coveney" <jcoveney@bigplanet.com> >> Subject: st: Re: Re: working with panel data in Stata >> >> Make that Section 2.2. Sorry. >> >> Joseph Coveney >> >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 09:46:04 +0000 >> From: Nick Cox <njcoxstata@gmail.com> >> Subject: Re: st: Re: Re: working with panel data in Stata >> >> I think Joseph has in mind >> >> "please do not start a new thread by replying to a previous posting. >> Again, even if you delete the previous posting’s contents and change >> its title, such practice also messes up archiving." >> >> >> On Sat, Mar 17, 2012 at 9:32 AM, Joseph Coveney >> <jcoveney@bigplanet.com> wrote: >> > Make that Section 2.2. Sorry. >> > >> > Joseph Coveney >> > >> > >> > >> > * >> > * For searches and help try: >> > * http://www.stata.com/help.cgi?search >> > * http://www.stata.com/support/statalist/faq >> > * http://www.ats.ucla.edu/stat/stata/ >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 07:23:17 -0230 >> From: Matthew Kerby <kerbym@mun.ca> >> Subject: st: Parsing words on allcaps >> >> Dear Statalist >> >> Perhaps somebody can advise on how to solve this problem. >> >> I have a dataset which consists of a single string variable. The each >> observation consists of a sentence which in turn contains a name in all >> caps. I would like to create a new variable which contains only those >> words which appear in all caps. eg. in example below I would like to >> extract the name of the hockey player. >> >> >> clear >> input str244 string >> "GRETZKY W. likes hamburgers" >> "Hotdogs are preferred by LEMIEUX M." >> "All things being equal, CROSBY S. will eat doughnuts" >> end >> >> I would like to end up with a string variable (player) which looks like >> the following: >> >> player >> "GRETZKY W." >> "LEMIEUX M." >> "CROSBY S." >> >> Any help on how to parse a string variable on allcaps is greatly >> appreciated. >> Cheers, >> M. >> >> >> >> - -- >> Matthew Kerby, PhD >> >> Assistant Professor >> Department of Political Science >> Memorial University of Newfoundland >> St. John's, Newfoundland, A1B 3X9, Canada >> >> email: kerbym(at)mun.ca >> web: matthewkerby.net >> twitter: matthewkerby >> Tel: (709) 864-3093 >> Fax: (709) 864-4000 >> >> >> This electronic communication is governed by the terms and conditions >> at >> http://www.mun.ca/cc/policies/electronic_communications_disclaimer_2011 >> .php >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 09:55:33 +0000 (GMT) >> From: olorunfemi sola <solafem7@yahoo.co.uk> >> Subject: Re: st: Re: Re: working with panel data in Stata >> >> Nick, >> Â Sorry, it was a costly mistake from me. I will not repeat it. Am >> sorry. >> >> Â >> *********************************************************************** >> SOLA OLORUNFEMIÂ Â Ph.D >> SENIOR LECTURERÂ Â >> Â DEAPARTMENT OF ECONOMICS >> ADEKUNLE AJASIN UNIVERSITY >> AKUNGBA AKOKO >> ONDO STATE NIGERIA >> official e-mail: olorunfemi@adekunleajasinuniversity.edu.ng >> TEL NO +234 803 581 0893 >> ********************************************************************** >> >> >> - ----- Original Message ----- >> From: Nick Cox <njcoxstata@gmail.com> >> To: statalist@hsphsun2.harvard.edu >> Cc: >> Sent: Saturday, 17 March 2012, 1:46 >> Subject: Re: st: Re: Re: working with panel data in Stata >> >> I think Joseph has in mind >> >> "please do not start a new thread by replying to a previous posting. >> Again, even if you delete the previous postingâ€™s contents and change >> its title, such practice also messes up archiving." >> >> >> On Sat, Mar 17, 2012 at 9:32 AM, Joseph Coveney >> <jcoveney@bigplanet.com> wrote: >> > Make that Section 2.2. Â Sorry. >> > >> > Joseph Coveney >> > >> > >> > >> > * >> > * Â For searches and help try: >> > * Â http://www.stata.com/help.cgi?search >> > * Â http://www.stata.com/support/statalist/faq >> > * Â http://www.ats.ucla.edu/stat/stata/ >> >> * >> *Â For searches and help try: >> *Â http://www.stata.com/help.cgi?search >> *Â http://www.stata.com/support/statalist/faq >> *Â http://www.ats.ucla.edu/stat/stata/ >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 10:05:33 +0000 (GMT) >> From: olorunfemi sola <solafem7@yahoo.co.uk> >> Subject: Re: st: Re: working with panel data in Stata >> >> Joseph, >> Thank you. Your suggestion worked perfectly. >> >> >> *********************************************************************** >> SOLA OLORUNFEMI Ph.D >> SENIOR LECTURER >> DEAPARTMENT OF ECONOMICS >> ADEKUNLE AJASIN UNIVERSITY >> AKUNGBA AKOKO >> ONDO STATE NIGERIA >> official e-mail: olorunfemi@adekunleajasinuniversity.edu.ng >> TEL NO +234 803 581 0893 >> ********************************************************************** >> >> >> - ----- Original Message ----- >> From: Joseph Coveney <jcoveney@bigplanet.com> >> To: statalist@hsphsun2.harvard.edu >> Cc: >> Sent: Saturday, 17 March 2012, 1:26 >> Subject: st: Re: working with panel data in Stata >> >> Try: >> >> encode id, generate(ID) label(IDs) >> tsset ID time, yearly >> >> Joseph Coveney >> >> P.S. You might want to re-read Section 2.3 ("How do I send questions >> to >> Statalist?") of the list's FAQ (URL below). >> >> - -----Original Message----- >> >> Am working with panel data. The data are as follows: >> id time ep dep lr >> lagos 2000 10 11 12 >> lagos 2001 8 12 13 >> lagos 2002 9 9 9 >> lagos 2003 7 10 12 >> ondo 2000 10 8 10 >> ondo 2001 8 12 13 >> ondo 2002 10 11 14 >> ondo 2003 7 10 11 >> ife 2000 9 11 12 >> ife 2001 8 8 11 >> ife 2002 9 10 12 >> ife 2003 10 9 12 >> But when i give this command --------" tsset id time " it gave the >> following >> error: >> tsset id time >> varlist: id: string variable not allowed >> r(109) >> Expecting your assistance. >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 10:38:01 +0000 >> From: Nick Cox <njcoxstata@gmail.com> >> Subject: Re: st: Parsing words on allcaps >> >> - -moss- (SSC) should help. >> >> Nick >> >> On 17 Mar 2012, at 09:53, Matthew Kerby <kerbym@mun.ca> wrote: >> >> > Dear Statalist >> > >> > Perhaps somebody can advise on how to solve this problem. >> > >> > I have a dataset which consists of a single string variable. The each >> > observation consists of a sentence which in turn contains a name in >> > all caps. I would like to create a new variable which contains only >> > those words which appear in all caps. eg. in example below I would >> > like to extract the name of the hockey player. >> > >> > >> > clear >> > input str244 string >> > "GRETZKY W. likes hamburgers" >> > "Hotdogs are preferred by LEMIEUX M." >> > "All things being equal, CROSBY S. will eat doughnuts" >> > end >> > >> > I would like to end up with a string variable (player) which looks >> > like the following: >> > >> > player >> > "GRETZKY W." >> > "LEMIEUX M." >> > "CROSBY S." >> > >> > Any help on how to parse a string variable on allcaps is greatly >> > appreciated. >> > Cheers, >> > M >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 08:58:12 -0230 >> From: Matthew Kerby <kerbym@mun.ca> >> Subject: Re: st: Parsing words on allcaps >> >> Thanks! Worked. >> >> >> On 2012-03-17, at 8:08 AM, Nick Cox wrote: >> >> > -moss- (SSC) should help. >> > >> > Nick >> > >> > On 17 Mar 2012, at 09:53, Matthew Kerby <kerbym@mun.ca> wrote: >> > >> >> Dear Statalist >> >> >> >> Perhaps somebody can advise on how to solve this problem. >> >> >> >> I have a dataset which consists of a single string variable. The >> each observation consists of a sentence which in turn contains a name >> in all caps. I would like to create a new variable which contains only >> those words which appear in all caps. eg. in example below I would like >> to extract the name of the hockey player. >> >> >> >> >> >> clear >> >> input str244 string >> >> "GRETZKY W. likes hamburgers" >> >> "Hotdogs are preferred by LEMIEUX M." >> >> "All things being equal, CROSBY S. will eat doughnuts" >> >> end >> >> >> >> I would like to end up with a string variable (player) which looks >> like the following: >> >> >> >> player >> >> "GRETZKY W." >> >> "LEMIEUX M." >> >> "CROSBY S." >> >> >> >> Any help on how to parse a string variable on allcaps is greatly >> appreciated. >> >> Cheers, >> >> M >> > * >> > * For searches and help try: >> > * http://www.stata.com/help.cgi?search >> > * http://www.stata.com/support/statalist/faq >> > * http://www.ats.ucla.edu/stat/stata/ >> >> >> This electronic communication is governed by the terms and conditions >> at >> http://www.mun.ca/cc/policies/electronic_communications_disclaimer_2011 >> .php >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 12:12:02 +0000 >> From: "Ploy T." <ploy.tham@gmail.com> >> Subject: st: Two Way Fixed Effect on Unbalanced Panel Data >> >> Hi Statalist >> >> >> I have questions regarding two-way fixed effect on large unbalanced >> panel. Here is my model: >> >> >> ln Xijt = â0 + aij + qt + â1 lnGDPit + â2 lnGDPjt + â3 lnPOPit + â4 >> lnPOPjt + â5 FTAijt + åijt >> >> >> >> My LHS variable is bilateral export from country i to country j. The >> explanatory variables are GDP and population of both countries, and a >> dummy variable that takes value 1 if both countries are member of an >> FTA. I would like to run the model for >> 1.) one way fixed country effect >> 2.) one way fixed time effect and >> 3.) two way fixed effect. >> >> I have unbalanced panel data for approximately 2,200 country pairs with >> 6 time periods. I'm a new STATA user. So, as far as I know, there is no >> problem on running unbalanced panel data on one-way fixed effect >> (correct me if I'm wromg). But there's no direct method on estimating >> two-way fixed effects on large unbalanced panel data. Is there any way >> or commands that help me get through such problem? >> >> Moreover, if I change my model such that: >> >> >> ln Xijt = â0 + aij + â1 lnGDPit + â2 lnGDPjt + â3 lnPOPit + â4 lnPOPjt >> + â5 FTAijt - lnPit - lnPjt+ åijt >> >> >> >> That is, country-fixed effect and country-and-time fixed effects >> (estimating aij together with lnPit and lnPjt) are estimated together. >> Is there any method to get estimation of such model? >> >> Thanks very much in advance. >> Ploy T. >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 09:36:59 -0400 >> From: David Hoaglin <dchoaglin@gmail.com> >> Subject: Re: st: Two Way Fixed Effect on Unbalanced Panel Data >> >> Hi, Ploy. >> >> As a start, you could separate the effect aij into the "main effects" >> for the two countries and the interaction (e.g., replace aij with ci + >> cj + dij). >> >> In the second version of your model, you may want to keep the "main >> effect" for time (qt in the first version). >> >> You could fit both models by ordinary regression, accompanied by >> plotting and diagnosis, to see how the data behave. (The number of >> predictors, however, may be too large for some flavors of Stata.) >> >> That regression approach does not take into account the correlation >> structure. If you regard the panel as consisting of pairs of >> countries, a fixed-effects analysis with aij as the pair effect seems >> all right. Those fixed effects for the pairs would account for >> structure in the data that does not change over time, and that would >> include the country-specific effects ci and cj that I introduced above. >> At the moment, I don't see how to separate aij into ci + cj + dij >> within a fixed-effects model, but I have not tried to search for work >> on panels of pairs. >> >> I hope this discussion helps. >> >> David Hoaglin >> >> 2012/3/17 Ploy T. <ploy.tham@gmail.com>: >> > Hi Statalist >> > >> > >> > I have questions regarding two-way fixed effect on large unbalanced >> > panel. Here is my model: >> > >> > >> > ln Xijt = â0 + aij + qt + â1 lnGDPit + â2 lnGDPjt + â3 lnPOPit + â4 >> > lnPOPjt + â5 FTAijt + åijt >> > >> > >> > >> > My LHS variable is bilateral export from country i to country j. The >> > explanatory variables are GDP and population of both countries, and a >> > dummy variable that takes value 1 if both countries are member of an >> > FTA. I would like to run the model for >> > 1.) one way fixed country effect >> > 2.) one way fixed time effect and >> > 3.) two way fixed effect. >> > >> > I have unbalanced panel data for approximately 2,200 country pairs >> > with 6 time periods. I'm a new STATA user. So, as far as I know, >> there >> > is no problem on running unbalanced panel data on one-way fixed >> effect >> > (correct me if I'm wromg). But there's no direct method on estimating >> > two-way fixed effects on large unbalanced panel data. Is there any >> way >> > or commands that help me get through such problem? >> > >> > Moreover, if I change my model such that: >> > >> > >> > ln Xijt = â0 + aij + â1 lnGDPit + â2 lnGDPjt + â3 lnPOPit + â4 >> > lnPOPjt + â5 FTAijt - lnPit - lnPjt+ åijt >> > >> > >> > >> > That is, country-fixed effect and country-and-time fixed effects >> > (estimating aij together with lnPit and lnPjt) are estimated >> together. >> > Is there any method to get estimation of such model? >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 14:31:52 +0000 >> From: "Nakelse, Tebila (AfricaRice)" <T.Nakelse@cgiar.org> >> Subject: st: depvar name in b an V matrix >> >> Dear Statalisters, >> I am using regress command in Stata and I would like to know if it is >> possible to add the depvar name in b an V matrix as it is done in logit >> command. >> For logit when I do : >> Logit y x >> >> e(b)[1,2] >> y: y: >> x _cons >> y1 -.35129185 -2.9228238 >> >> when I do >> regress y x, >> I will have >> >> e(b)[1,2] >> x _cons >> y1 -.00809294 .045464 >> >> without y in e(b) column names what I want to do >> >> I know I can pass through a regular matrix and used matrix functions >> such as coleq, roweq, colnames or rownames and after repost in e and V. >> >> I will appreciate any help >> Tebila >> >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 16:23:13 +0000 >> From: Andrea Rispoli <andrea.rspl@gmail.com> >> Subject: st: Variable autocorrelation >> >> Dear Statalisters, >> >> I have a panel dataset and I would like to see whether certain >> variables are autocorrelated to see to what extent they are >> slow-moving versus fast-moving. What kind of test/ command can I >> run?This is perhaps a question with a well known answer but I could >> not find an answer after searching for a while so if someone my give >> me a suggestion I would really appreciate it! >> Thank you in advance. >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 18:02:51 -0400 >> From: Amanda Fu <mandy.fu1@gmail.com> >> Subject: st:AR(1) error notice: sample may not include multiple panels >> >> Dear Statalists, >> >> Sorry for bothering you with a question about a simple AR(1) >> estimation. I searched related discussion in the archives , but still >> cannot figure out why the error message comes out. Any suggestions >> will be helpful. >> >> I want to estimate a univarate AR(1) model (without any controls). The >> data set is a panel data, including 1000 observations for 5 years >> (200 variables. The one I am interested is enroll taking values 0,1) . >> . tsset id years >> . arima enrollment,ar(1) >> "sample may not include multiple panels" >> >> I must have missed something here. Can someone give me some hints? >> In addition, instead of using ARIMA, may I know if there is any easy >> alternative to do the AR(1) ? >> >> Thank you very much! >> >> Amanda >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sun, 18 Mar 2012 01:06:57 +0000 >> From: Clive Nicholas <clivelists@googlemail.com> >> Subject: Re: st:AR(1) error notice: sample may not include multiple >> panels >> >> Amanda Fu wrote: >> >> > Sorry for bothering you with a question about a simple AR(1) >> > estimation. I searched related discussion in the archives , but still >> > cannot figure out why the error message comes out. Any suggestions >> > will be helpful. >> > >> > I want to estimate a univarate AR(1) model (without any controls). >> The >> > data set is a panel data, including 1000 observations for 5 years >> > (200 variables. The one I am interested is enroll taking values 0,1) >> . >> > . tsset id years >> > . arima enrollment,ar(1) >> > "sample may not include multiple panels" >> > >> > I must have missed something here. Can someone give me some hints? >> > In addition, instead of using ARIMA, may I know if there is any easy >> > alternative to do the AR(1) ? >> >> ARIMA models are designed for _single_ time series, not panel data. >> Since you're looking to specify AR(1) effects, that also rules out >> fixed- and random-effect models under -xtreg-, since parameter >> estimates are almost always biased and inconsistent in the presence of >> AR(1). Your only real alternative is investigate instrumental variable >> models, particularly IV-2SLS (-h xtivreg-), assuming you can find >> suitable variables to 'instrument' with the lagged variable. That's >> where the fun starts, although I use the word 'fun' advisedly. >> >> - -- >> Clive Nicholas >> >> [Please DO NOT mail me personally here, but at >> <clivenicholas@hotmail.com>. Please respond to contributions I make in >> a list thread here. Thanks!] >> >> "My colleagues in the social sciences talk a great deal about >> methodology. I prefer to call it style." -- Freeman J. Dyson >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 21:13:21 -0400 >> From: Richard Herron <richard.c.herron@gmail.com> >> Subject: Re: st:AR(1) error notice: sample may not include multiple >> panels >> >> This question came up yesterday, too. Here was my response: >> >> Panels require strict exogeneity for consistency, so you can't have >> lagged dependent variables on the right hand side (i.e., dynamic >> panels aren't allowed). >> >> If you think about the within estimator for panel data, then you have >> y_{i, t-1} - mean(y_i) on the right hand side, which is not orthogonal >> to e_{i,t} because mean(y_i) contains y_{i,t} from the left hand side. >> >> There are some solutions to this in -xtabond-, which does the Arellano >> and Bond estimator. Arellano and Bond correct the endogeneity by >> estimating the dynamic panel in first differences and using lags as >> instruments and GMM to take care of over-identification. >> >> Chapter 9 in Cameron and Trivedi's "Microeconometrics Using Stata" >> provides a handful of techniques for estimating dynamic panel models. >> Chapters 21 and 22 in their Microeconometrics textbook provides more >> theory. HTH. >> >> On Sat, Mar 17, 2012 at 18:02, Amanda Fu <mandy.fu1@gmail.com> wrote: >> > Dear Statalists, >> > >> > Sorry for bothering you with a question about a simple AR(1) >> > estimation. I searched related discussion in the archives , but still >> > cannot figure out why the error message comes out. Any suggestions >> > will be helpful. >> > >> > I want to estimate a univarate AR(1) model (without any controls). >> The >> > data set is a panel data, including 1000 observations for 5 years >> > (200 variables. The one I am interested is enroll taking values 0,1) >> . >> > . tsset id years >> > . arima enrollment,ar(1) >> > "sample may not include multiple panels" >> > >> > I must have missed something here. Can someone give me some hints? >> > In addition, instead of using ARIMA, may I know if there is any easy >> > alternative to do the AR(1) ? >> > >> > Thank you very much! >> > >> > Amanda >> > * >> > * For searches and help try: >> > * http://www.stata.com/help.cgi?search >> > * http://www.stata.com/support/statalist/faq >> > * http://www.ats.ucla.edu/stat/stata/ >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 21:34:48 -0400 >> From: David Hoaglin <dchoaglin@gmail.com> >> Subject: Re: st: ztnb model: why are some results omitted? >> >> Dear Ekaterina, >> >> How are you interpreting the constant term in the model? Because the >> four income categories are exhaustive, they need only three parameters >> in addition to the constant term. It seems likely that ztnb is >> treating the highest quartile of income as the reference category. >> >> I suggest that you merge the four income variables into a single >> categorical variable (which you might name inccat) and then use >> inccat##conf_inc as the list of independent variables. >> >> Regards, >> >> David Hoaglin >> >> On Fri, Mar 16, 2012 at 6:14 PM, Ekaterina Hertog >> <ekaterina.hertog@sociology.ox.ac.uk> wrote: >> > Dear all, >> > I use Stata 12 and I am trying to analyse how individual relative >> income and >> > whether the level of income was supported by official documentation >> or not >> > affects the number of page views an person receives on a dating site. >> I am >> > particularly interested in the interactions between the relative >> income >> > variables and the variable for confirmed income. >> > I have no information about people who receive no page views so I use >> a >> > zero-truncated negative binominal model. >> > The dependent variable is a count of the number of page views. >> > inclow25 = income is in the lowest quartile of incomes in the general >> > population >> > inc50per = income in the 2nd lowest quartile >> > inc75per = income in the 2nd highest quartile >> > inchigh25 = income in the highest quartile of earners in the >> population >> > conf_inc = is a binary variable: 1 meaning that the income level is >> > confirmed with appropriate documentation >> > I run the model separately for men and the code I use looks as >> follows: >> > ztnb totpagev inclow25##conf_inc inc50per##conf_inc >> inc75per##conf_inc >> > inchigh25##conf_inc if gender==1 >> > >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> Date: Sat, 17 Mar 2012 23:12:14 -0400 >> From: Amanda Fu <mandy.fu1@gmail.com> >> Subject: Re: st:AR(1) error notice: sample may not include multiple >> panels >> >> Hello Mr. Nicholas and Mr. Herron, >> >> Thank you very much for your suggestions. >> >> After seeing the above suggestions, I checked chapter 9 in Cameron and >> Trivedi again and saw there was some useful discussion. I am sorry >> that I missed this this morning. I focused on searching stuff related >> to "time series" in that book. >> >> In addition to Arellano-Bond estimator, would it be fine if I use >> Cochrane–Orcutt estimation (-prais, cort) to estimate AR(1)? >> >> Thank you! >> Amanda >> >> On Sat, Mar 17, 2012 at 9:13 PM, Richard Herron >> <richard.c.herron@gmail.com> wrote: >> > This question came up yesterday, too. Here was my response: >> > >> > Panels require strict exogeneity for consistency, so you can't have >> > lagged dependent variables on the right hand side (i.e., dynamic >> > panels aren't allowed). >> > >> > If you think about the within estimator for panel data, then you have >> > y_{i, t-1} - mean(y_i) on the right hand side, which is not >> orthogonal >> > to e_{i,t} because mean(y_i) contains y_{i,t} from the left hand >> side. >> > >> > There are some solutions to this in -xtabond-, which does the >> Arellano >> > and Bond estimator. Arellano and Bond correct the endogeneity by >> > estimating the dynamic panel in first differences and using lags as >> > instruments and GMM to take care of over-identification. >> > >> > Chapter 9 in Cameron and Trivedi's "Microeconometrics Using Stata" >> > provides a handful of techniques for estimating dynamic panel models. >> > Chapters 21 and 22 in their Microeconometrics textbook provides more >> > theory. HTH. >> > >> > On Sat, Mar 17, 2012 at 18:02, Amanda Fu <mandy.fu1@gmail.com> wrote: >> >> Dear Statalists, >> >> >> >> Sorry for bothering you with a question about a simple AR(1) >> >> estimation. I searched related discussion in the archives , but >> still >> >> cannot figure out why the error message comes out. Any suggestions >> >> will be helpful. >> >> >> >> I want to estimate a univarate AR(1) model (without any controls). >> The >> >> data set is a panel data, including 1000 observations for 5 years >> >> (200 variables. The one I am interested is enroll taking values 0,1) >> . >> >> . tsset id years >> >> . arima enrollment,ar(1) >> >> "sample may not include multiple panels" >> >> >> >> I must have missed something here. Can someone give me some hints? >> >> In addition, instead of using ARIMA, may I know if there is any easy >> >> alternative to do the AR(1) ? >> >> >> >> Thank you very much! >> >> >> >> Amanda >> >> * >> >> * For searches and help try: >> >> * http://www.stata.com/help.cgi?search >> >> * http://www.stata.com/support/statalist/faq >> >> * http://www.ats.ucla.edu/stat/stata/ >> > >> > * >> > * For searches and help try: >> > * http://www.stata.com/help.cgi?search >> > * http://www.stata.com/support/statalist/faq >> > * http://www.ats.ucla.edu/stat/stata/ >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> ------------------------------ >> >> End of statalist-digest V4 #4460 >> ******************************** >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Confirming whether a variable is binary or continuous***From:*Bert Jung <bjung59@gmail.com>

**References**:**RE: st: Confirming whether a variable is binary or continuous***From:*"Seed, Paul" <paul.seed@kcl.ac.uk>

- Prev by Date:
**RE: st: Confirming whether a variable is binary or continuous** - Next by Date:
**Re: st: Longitudinal sampling (many waves)** - Previous by thread:
**RE: st: Confirming whether a variable is binary or continuous** - Next by thread:
**Re: st: Confirming whether a variable is binary or continuous** - Index(es):